EconPapers    
Economics at your fingertips  
 

WHEN WILL MEAN-VARIANCE EFFICIENT PORTFOLIOS BE WELL DIVERSIFIED?

Richard Green and Burton Hollifield ()

GSIA Working Papers from Carnegie Mellon University, Tepper School of Business

Keywords: portfolios; risk; pricing (search for similar items in EconPapers)
Pages: 37 pages
Date: 1990
References: Add references at CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: When Will Mean-Variance Efficient Portfolios Be Well Diversified? (1992) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cmu:gsiawp:1990-12

Ordering information: This working paper can be ordered from
http://student-3k.te ... /gsiadoc/GSIA_WP.asp

Access Statistics for this paper

More papers in GSIA Working Papers from Carnegie Mellon University, Tepper School of Business Tepper School of Business, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA 15213-3890.
Bibliographic data for series maintained by Steve Spear ().

 
Page updated 2021-04-11
Handle: RePEc:cmu:gsiawp:1990-12